+33.6%
ECHO vs MTCH
+13.9%
+19.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | +2.4% | +9.7% | -7.4% | -0.1% |
| 3M | -28.0% | +21.1% | -49.0% | -31.2% |
| 6M | -21.2% | +37.5% | -58.7% | -25.8% |
| YTD | -17.4% | +31.9% | -49.3% | -20.5% |
| 1Y | +33.6% | +14.6% | +19.0% | +34.4% |
| All | +33.6% | +13.9% | +19.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling